+954.3%
MDB vs ARWR
+1,185.4%
-231.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.6% |
| 7D | +3.0% | -19.9% | +22.9% | +8.8% |
| 30D | -11.3% | -18.7% | +7.4% | -6.6% |
| 3M | -23.0% | -44.7% | +21.7% | -10.5% |
| 6M | +14.8% | -36.5% | +51.3% | +26.3% |
| YTD | -19.4% | -25.7% | +6.2% | -16.8% |
| 1Y | -9.0% | +18.9% | -27.9% | -19.8% |
| 3Y | -10.3% | +83.1% | -93.4% | -40.3% |
| 5Y | -38.4% | -34.9% | -3.5% | -45.9% |
| All | +954.3% | +1,185.4% | -231.1% | +336.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ARWR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling